Github user feynmanliang commented on a diff in the pull request:
https://github.com/apache/spark/pull/8377#discussion_r38117652
--- Diff: docs/ml-guide.md ---
@@ -868,6 +868,132 @@ jsc.stop();
</div>
+## Example: Model Selection via Train Validation Split
+In addition to `CrossValidator` Spark also offers
+[`TrainValidationSplit`](api/scala/index.html#org.apache.spark.ml.tuning.TrainValidationSplit)
for hyper-parameter tuning.
+`TrainValidationSplit` only evaluates each combination of parameters once
as opposed to k times in
+ case of `CrossValidator`. It is therefore less expensive, but will not
produce as reliable results.
+
+`TrainValidationSplit` takes an `Estimator`, a set of `ParamMap`s provided
in the `estimatorParamMaps` parameter, and an
+[`Evaluator`](api/scala/index.html#org.apache.spark.ml.Evaluator).
+It begins by splitting the dataset into two parts using `trainRatio`
parameter
+which are used as separate training and test datasets. For example with
`$trainRatio=0.75$` (default),
+`TrainValidationSplit` will generate a training and test dataset pair
where 75% of the data is used for training and 25% for validation.
+Similar to `CrossValidator`, `TrainValidationSplit` also iterates through
the set of `ParamMap`s.
+For each combination of parameters, it trains the given `Estimator` and
evaluates it using the given `Evaluator`.
+The `ParamMap` which produces the best evaluation metric is selected as
the best option.
+`TrainValidationSplit` finally fits the `Estimator` using the best
`ParamMap` and the entire dataset.
+
+<div class="codetabs">
+
+<div data-lang="scala" markdown="1">
+{% highlight scala %}
+import org.apache.spark.ml.evaluation.RegressionEvaluator
+import org.apache.spark.ml.regression.LinearRegression
+import org.apache.spark.ml.tuning.{ParamGridBuilder, TrainValidationSplit}
+import org.apache.spark.mllib.util.MLUtils
+import org.apache.spark.sql.SQLContext
+import org.apache.spark.{SparkConf, SparkContext}
--- End diff --
No need for importing `SQLContext`, `SparkConf`, and `SparkContext` anymore
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